Related papers: A proximal minimization algorithm for structured n…

In this paper, a globally convergent trust region proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

In this paper, we consider a broad class of nonsmooth and nonconvex fractional programs, where the numerator can be written as the sum of a continuously differentiable convex function whose gradient is Lipschitz continuous and a proper…

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…

We consider the problem of minimizing the sum of three convex functions: i) a smooth function $f$ in the form of an expectation or a finite average, ii) a non-smooth function $g$ in the form of a finite average of proximable functions…

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \cite{Bacak,Bertsekas}: one…

Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…

Supported by the recent contributions in multiple branches, the first-order splitting algorithms became central for structured nonsmooth optimization. In the large-scale or noisy contexts, when only stochastic information on the smooth part…

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

In this paper we study nonconvex and nonsmooth optimization problems with semi-algebraic data, where the variables vector is split into several blocks of variables. The problem consists of one smooth function of the entire variables vector…

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

In this paper, we propose a proximal iteratively reweighted algorithm with extrapolation based on block coordinate update aimed at solving a class of optimization problems which is the sum of a smooth possibly nonconvex loss function and a…

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

This paper presents a novel approach to solving large-scale minimax problems with nonsmooth regularizers. We propose a stochastic implicit proximal point algorithm with variance reduction techniques where stochastic oracles are selected in…

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…

We present a forward-backward-based algorithm to minimize a sum of a differentiable function and a nonsmooth function, both being possibly nonconvex. The main contribution of this work is to consider the challenging case where the nonsmooth…